Building Machine Learning Systems with Python - Third Edition

Correlation

Using correlation, we can easily see linear relationships between pairs of features. In the following graphs, we can see different degrees of correlation, together with a potential linear dependency plotted as a dashed line (fitted one-dimensional polynomial). The correlation coefficient Cor (X₁, X₂) at the top of the individual graphs is calculated using the common Pearson correlation coefficient (pearson value) by means of the pearsonr() function of scipy.stat.

Given two equal-sized data series, it returns a tuple of the correlation coefficient value and the p-value. The p-value describes how likely it is that the data series ...